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Tensor factorization has proven useful in a wide range of applications, from sensor array processing to communications, speech and audio signal processing, and machine learning. With few recent exceptions, all tensor factorization…

Numerical Analysis · Computer Science 2015-10-28 Athanasios P. Liavas , Nicholas D. Sidiropoulos

Efficient probability density estimation is a core challenge in statistical machine learning. Tensor-based probabilistic graph methods address interpretability and stability concerns encountered in neural network approaches. However, a…

Machine Learning · Computer Science 2023-12-14 Ruituo Wu , Jiani Liu , Ce Zhu , Anh-Huy Phan , Ivan V. Oseledets , Yipeng Liu

In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…

Statistics Theory · Mathematics 2025-10-23 Yaoming Zhen , Piotr Zwiernik

In this paper, we describe a method for estimating the joint probability density from data samples by assuming that the underlying distribution can be decomposed as a mixture of product densities with few mixture components. Prior works…

Machine Learning · Statistics 2023-04-19 Pranava Singhal , Waqar Mirza , Ajit Rajwade , Karthik S. Gurumoorthy

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner…

Methodology · Statistics 2016-05-16 Oscar Hernan Madrid Padilla , James G. Scott

We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model.…

Machine Learning · Computer Science 2017-01-10 Mehmet E. Basbug , Barbara E. Engelhardt

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Methodology · Statistics 2023-03-16 Cheng Peng , Stanislav Uryasev

Tensor decomposition plays a key role in identifying common features across a collection of matrices in many areas of science. A fundamental need in big data research is to process data tabulated as large-scale matrices using eigenvectors.…

Computational Engineering, Finance, and Science · Computer Science 2016-05-24 HyungSeon Oh

Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…

Machine Learning · Computer Science 2020-06-01 Yan Min , Mao Ye , Liang Tian , Yulin Jian , Ce Zhu , Shangming Yang

Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biology, and document analysis, among other areas. In many…

Machine Learning · Statistics 2010-03-26 Ryan Prescott Adams , George E. Dahl , Iain Murray

Given a high-dimensional large-scale tensor, how can we decompose it into latent factors? Can we process it on commodity computers with limited memory? These questions are closely related to recommender systems, which have modeled rating…

Numerical Analysis · Computer Science 2015-07-14 Kijung Shin , U. Kang

In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intensity functions as infinite-dimensional matrices or tensors…

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank,…

Numerical Analysis · Mathematics 2024-07-15 Jeremy M. Myers , Daniel M. Dunlavy

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 Zheng Zhang , Hung Dinh Nguyen , Konstantin Turitsyn , Luca Daniel

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…

Machine Learning · Statistics 2015-03-17 Ryota Tomioka , Kohei Hayashi , Hisashi Kashima

We investigate improvements to our 3D model observer with the goal of better matching human observer performance as a function of viewing distance, effective contrast, maximum luminance, and browsing speed. Two nonlinear methods of applying…

Computer Vision and Pattern Recognition · Computer Science 2014-03-26 Ali R. N. Avanaki , Kathryn S. Espig , Andrew D. A. Maidment , Cedric Marchessoux , Predrag R. Bakic , Tom R. L. Kimpe

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be…

Computation · Statistics 2014-09-30 Beyza Ermis , Y. Kenan Yılmaz , A. Taylan Cemgil , Evrim Acar

Tensor train (TT) factorization and corresponding TT rank, which can well express the low-rankness and mode correlations of higher-order tensors, have attracted much attention in recent years. However, TT factorization based methods are…

Image and Video Processing · Electrical Eng. & Systems 2022-05-09 Gaohang Yu , Shaochun Wan , Liqun Qi , Yanwei Xu

Non-negative matrix factorization (NMF) is one of the most popular decomposition techniques for multivariate data. NMF is a core method for many machine-learning related computational problems, such as data compression, feature extraction,…

Numerical Analysis · Computer Science 2017-12-07 Gabriele Torre , Michael Graber